UniCredit Call 20 DUE 18.12.2024
/ DE000HD04MN4
UniCredit Call 20 DUE 18.12.2024/ DE000HD04MN4 /
| 2024-07-25 9:56:22 AM |
Chg.-0.18 |
Bid11:45:57 AM |
Ask11:45:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-9.28% |
1.73
Bid Size: 8,000 |
1.77
Ask Size: 8,000 |
DUERR AG O.N. |
20.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD04MN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.24 |
| Time value: |
1.85 |
| Break-even: |
22.09 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.20 |
| Spread %: |
10.58% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
5.72 |
| Rho: |
0.04 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-16.59% |
| 3 Months |
|
|
-49.28% |
| YTD |
|
|
-49.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
1.94 |
| 1M High / 1M Low: |
2.60 |
1.77 |
| 6M High / 6M Low: |
5.98 |
1.77 |
| High (YTD): |
2024-05-14 |
5.98 |
| Low (YTD): |
2024-07-02 |
1.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
18.90 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.65% |
| Volatility 6M: |
|
124.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
